Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載


Stochastic Modeling in Economics and Finance

簡體網頁||繁體網頁

Stochastic Modeling in Economics and Finance pdf epub mobi 著者簡介


Stochastic Modeling in Economics and Finance pdf epub mobi 圖書描述

Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. The material ranges from common tools to solutions of sophisticated system problems and applications. In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities. Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects. Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study. Selected examples of successful applications in finance, production planning and management of technological processes and electricity generation are presented. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories. In Part IV, the sections devoted to stochastic calculus cover also more advanced topics such as DDS Theorem or extremal martingale measures, which make it possible to treat more delicate models in Mathematical Finance (complete markets, optimal control, etc.) This book is suitable for students and researchers in probability and statistics, econometrics, operations research and various fields of finance, economics, engineering, and insurance.

Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載

Stochastic Modeling in Economics and Finance pdf epub mobi 圖書目錄




點擊這裡下載
    


想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-11-28

Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載

Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載

Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載



喜欢 Stochastic Modeling in Economics and Finance 電子書 的读者还喜欢


Stochastic Modeling in Economics and Finance pdf epub mobi 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價
出版者:Kluwer Academic Pub
作者:Dupacova, Jitka
出品人:
頁數:392
譯者:
出版時間:2002-8
價格:$ 179.67
裝幀:HRD
isbn號碼:9781402008405
叢書系列:

圖書標籤:  


Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Stochastic Modeling in Economics and Finance pdf epub mobi 用戶評價

評分

評分

評分

評分

評分

Stochastic Modeling in Economics and Finance 2024 pdf epub mobi 電子書 下載


分享鏈接





相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 onlinetoolsland.com All Rights Reserved. 本本書屋 版權所有